Specification tests for the distribution of errors in nonparametric regression: a martingale approach (Q3627956): Difference between revisions

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+Weak convergence of the sample distribution function when parameters are estimated
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+Non-parametric Estimation of the Residual Distribution
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+Goodness of fit problem and scanning innovation martingales
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+Weak and strong uniform consistency of kernel regression estimates
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+Comparing nonparametric versus parametric regression fits
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+BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
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+Estimating the error distribution function in semiparametric regression
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+Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
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+Q4526781
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+Q3395931
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+A Cramer Von-Mises Type Statistic for Testing Symmetry
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+On Bayesian Modeling of Fat Tails and Skewness
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+Efficient estimation of income distribution parameters
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+Regression models for positive random variables
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+Testing symmetry in nonparametric regression models
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Weak convergence and empirical processes. With applications to statistics
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